Pete does feel that he's unfairly judged for his romantic history of dating beautiful, famous women, including Ariana Grande, Kate Beckinsale, and Margaret Qualley along with Kaia. He pointed this out by taking a jab at Colin Jost, who recently got engaged to Scarlett Johansson. "You get to date a famous woman and everyone's delighted, but I do it and America wants to punch me in the throat," Pete complained. While the Kaia jokes were all in good fun, Pete took things to a darker place when discussing his plans for the winter holidays. "I'm going on 'vacation' but insurance pays for some of it, and they take your phone and shoe laces, and it costs $100,000 but I still have roommates," he quipped. This implication that he'll be spending his SNL hiatus in a mental health facility would not be as alarming if it weren't for Pete's history of public mental health issues. Pete's always been able to laugh at himself, so he may have just been trying to make light of his struggles. Regardless, if getting professional help is what he needs, then we're all here for it.